Second Order Blind Separation of Temporally Correlated Sources

Blind separation of sources consists in recovering a set of statistically independent signals whose only mixtures are observed. Such instantaneous mixtures occur in narrow band array data which can then be processed without knowing the array manifold (blindness). This paper introduces a new source separation technique exploiting the possible time coherence of the source signals. In contrast to other previously reported techniques, the proposed approach relies only on second-order statistics, being based on a `joint diagonalization' of correlation matrices. The e ectiveness of the method in di cult contexts is illustrated by numerical simulations.